Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47842.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46447.98 Kr¶

PnL: ---------------------------------------> -440.59 Kr¶

DD now: ---------------------------------> -1.618 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:39:13.372636'

Anic Portfolio¶

Today¶

Return: 0.651 %¶

This Week¶

Return: 0.651 %¶

Total¶

Return: 56.625 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 3.210000 663.750000 86.750000 15.030000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.910000 441.600000 86.600000 24.390000 355.000000
HMS Networks 2 1.290000 721.200000 48.200000 7.160000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.630000 271.200000 25.200000 10.240000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Coor Service Management Hold. 8 0.660000 549.600000 17.600000 3.310000 532.000000
Intrum 4 1.770000 541.800000 14.800000 2.810000 527.000000
Midsona B 63 0.530000 595.350000 12.350000 2.120000 582.999984
Boozt 12 -0.360000 1664.400000 10.400000 0.630000 1653.999996
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Resurs Holding 22 -0.830000 580.140000 6.140000 1.070000 573.999998
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity A 4 -0.350000 1154.000000 5.000000 0.440000 1149.000000
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Securitas B 6 1.340000 571.200000 1.200000 0.210000 570.000000
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Swedbank A 3 -0.290000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 0.780000 521.950000 -12.050000 -2.260000 533.999999
SAAB B 8 1.880000 3344.000000 -33.000000 -0.980000 3377.000000
International Petroleum Corp. 5 2.400000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.280000 3773.000000 -77.000000 -2.000000 3850.000000
Vivesto 1368 0.260000 534.890000 -78.110000 -12.740000 612.999432
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.290000 3565.900000 -190.100000 -5.060000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46447.980000 -440.590000 -1.61841% 46888.564618

Updated:¶

'2023-01-16 12:39:25.996808'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶